Detecting ARCH effects in non-Gaussian time series
Year of publication: |
2008
|
---|---|
Authors: | Raunig, Burkhard |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 2, p. 271-289
|
Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Statistischer Test | Statistical test |
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